Here's one more chart that I found interesting. This one measures the intraday trendiness by looking at the distance between the open and the close divided by the distance between the high and the low.

The presumption being that if there are strong intraday trends then the distance between the open and the close should make up a significant portion of the daily range. Here again the results dont show any drastic declines in daily trendiness. In fact, it's actually higher than it's long term average.

Because the chart was very jagged, I smoothed this one with a 100 day MA rather than a 40 day as in the previous charts.